Contacts E. erindi.allaj@unipr.it Office: Polo Kennedy - Plesso Centrale di Economia Address: Via John Fitzgerald Kennedy 6, 43125 Parma Office hours Remote office hours via Teams, by appointment (required) via email, on the following days:Thur 10:00-12:00Fri 10:00-12:00 Teacher's social mediaTeacher's activitiesExam scheduleClass schedule Curriculum Vitae Download the CV Personal web page: Erindi Allaj (google.com) Positions ProfessorBachelor degree (DM 270) - ECONOMIA E MANAGEMENT - A.A. 2019/2020Bachelor degree (DM 270) - ECONOMIA E MANAGEMENT - A.A. 2021/2022Bachelor degree (DM 270) - ECONOMIA E MANAGEMENT - A.A. 2022/2023 Teaching Academic year of provision: 2026/2027 MATHEMATICS First-cycle degree course in ECONOMICS AND MANAGEMENT Year: 1° QUANTITATIVE METHODS FOR FINANCIAL MARKETS (2° MODULO) First-cycle degree course in ECONOMICS AND MANAGEMENT - Specialization: ECONOMIA E FINANZA (CLEF) QUANTITATIVE METHODS FOR FINANCIAL MARKETS module Year: 3° Previous years Academic year of provision: 2025/2026 MATHEMATICS First-cycle degree course in ECONOMICS AND MANAGEMENT Year: 1° QUANTITATIVE METHODS FOR FINANCIAL MARKETS (2° MODULO) First-cycle degree course in ECONOMICS AND MANAGEMENT - Specialization: ECONOMIA E FINANZA (CLEF) QUANTITATIVE METHODS FOR FINANCIAL MARKETS module Year: 3° Academic year of provision: 2024/2025 MATHEMATICS First-cycle degree course in ECONOMICS AND MANAGEMENT Year: 1° QUANTITATIVE METHODS FOR FINANCIAL MARKETS (2° MODULO) First-cycle degree course in ECONOMICS AND MANAGEMENT - Specialization: ECONOMIA E FINANZA (CLEF) QUANTITATIVE METHODS FOR FINANCIAL MARKETS module Year: 3° Academic year of provision: 2023/2024 MATHEMATICS First-cycle degree course in ECONOMICS AND MANAGEMENT Year: 1° QUANTITATIVE METHODS FOR FINANCIAL MARKETS (2° MODULO) First-cycle degree course in ECONOMICS AND MANAGEMENT - Specialization: ECONOMIA E FINANZA (CLEF) QUANTITATIVE METHODS FOR FINANCIAL MARKETS module Year: 3° Academic year of provision: 2022/2023 MATHEMATICS First-cycle degree course in ECONOMICS AND MANAGEMENT Year: 1° QUANTITATIVE METHODS FOR FINANCIAL MARKETS (2° MODULO) First-cycle degree course in ECONOMICS AND MANAGEMENT - Specialization: ECONOMIA E FINANZA (CLEF) QUANTITATIVE METHODS FOR FINANCIAL MARKETS module Year: 3° Academic year of provision: 2021/2022 QUANTITATIVE METHODS FOR FINANCIAL MARKETS (2° MODULO) First-cycle degree course in ECONOMICS AND MANAGEMENT - Specialization: ECONOMIA E FINANZA (CLEF) QUANTITATIVE METHODS FOR FINANCIAL MARKETS module Year: 3° Research Publications A four-objective mean-variance-CVaR-ESG model for portfolio selection problem Author: Allaj Erindi Year: 2026 Identifying the number of latent factors of stochastic volatility models Authors: Allaj Erindi; Elvira Mancino Maria; Sanfelici Simona Year: 2025 No-Arbitrage Valuation of Contingent Claims Depending on an Untradeable Asset Author: Allaj E. Year: 2025 Integrated volatility estimation: the case of observed noise variables Author: Allaj Erindi Year: 2024 ALLAJ, Erindi; SANFELICI, Simona. Early Warning Systems for identifying financial instability. International Journal of Forecasting, 2023, 39.4: 1777-1803. Authors: Allaj Erindi; Sanfelici Simona Year: 2023 Full list of publications Research projects The effects of climate change in the evaluation of financial instruments Manager: Allaj Erindi Sponsor: Ministero dell'università e della ricerca Start date: 28/09/2023 End date: 28/02/2026 Load more projects Loading… Public Engagement Initiatives MATLAB in ambito aziendale, università e policy research (VI edizione) Seminario Online rivolto a studenti, comunità scientifica e industriale Date: 18/11/2025 MATLAB in ambito aziendale, università e policy research (V edizione) Seminario Online rivolto a studenti, comunità scientifica e industriale Date: 08/11/2024 Load more initiatives Loading…
Positions ProfessorBachelor degree (DM 270) - ECONOMIA E MANAGEMENT - A.A. 2019/2020Bachelor degree (DM 270) - ECONOMIA E MANAGEMENT - A.A. 2021/2022Bachelor degree (DM 270) - ECONOMIA E MANAGEMENT - A.A. 2022/2023
Teaching Academic year of provision: 2026/2027 MATHEMATICS First-cycle degree course in ECONOMICS AND MANAGEMENT Year: 1° QUANTITATIVE METHODS FOR FINANCIAL MARKETS (2° MODULO) First-cycle degree course in ECONOMICS AND MANAGEMENT - Specialization: ECONOMIA E FINANZA (CLEF) QUANTITATIVE METHODS FOR FINANCIAL MARKETS module Year: 3° Previous years Academic year of provision: 2025/2026 MATHEMATICS First-cycle degree course in ECONOMICS AND MANAGEMENT Year: 1° QUANTITATIVE METHODS FOR FINANCIAL MARKETS (2° MODULO) First-cycle degree course in ECONOMICS AND MANAGEMENT - Specialization: ECONOMIA E FINANZA (CLEF) QUANTITATIVE METHODS FOR FINANCIAL MARKETS module Year: 3° Academic year of provision: 2024/2025 MATHEMATICS First-cycle degree course in ECONOMICS AND MANAGEMENT Year: 1° QUANTITATIVE METHODS FOR FINANCIAL MARKETS (2° MODULO) First-cycle degree course in ECONOMICS AND MANAGEMENT - Specialization: ECONOMIA E FINANZA (CLEF) QUANTITATIVE METHODS FOR FINANCIAL MARKETS module Year: 3° Academic year of provision: 2023/2024 MATHEMATICS First-cycle degree course in ECONOMICS AND MANAGEMENT Year: 1° QUANTITATIVE METHODS FOR FINANCIAL MARKETS (2° MODULO) First-cycle degree course in ECONOMICS AND MANAGEMENT - Specialization: ECONOMIA E FINANZA (CLEF) QUANTITATIVE METHODS FOR FINANCIAL MARKETS module Year: 3° Academic year of provision: 2022/2023 MATHEMATICS First-cycle degree course in ECONOMICS AND MANAGEMENT Year: 1° QUANTITATIVE METHODS FOR FINANCIAL MARKETS (2° MODULO) First-cycle degree course in ECONOMICS AND MANAGEMENT - Specialization: ECONOMIA E FINANZA (CLEF) QUANTITATIVE METHODS FOR FINANCIAL MARKETS module Year: 3° Academic year of provision: 2021/2022 QUANTITATIVE METHODS FOR FINANCIAL MARKETS (2° MODULO) First-cycle degree course in ECONOMICS AND MANAGEMENT - Specialization: ECONOMIA E FINANZA (CLEF) QUANTITATIVE METHODS FOR FINANCIAL MARKETS module Year: 3°
Research Publications A four-objective mean-variance-CVaR-ESG model for portfolio selection problem Author: Allaj Erindi Year: 2026 Identifying the number of latent factors of stochastic volatility models Authors: Allaj Erindi; Elvira Mancino Maria; Sanfelici Simona Year: 2025 No-Arbitrage Valuation of Contingent Claims Depending on an Untradeable Asset Author: Allaj E. Year: 2025 Integrated volatility estimation: the case of observed noise variables Author: Allaj Erindi Year: 2024 ALLAJ, Erindi; SANFELICI, Simona. Early Warning Systems for identifying financial instability. International Journal of Forecasting, 2023, 39.4: 1777-1803. Authors: Allaj Erindi; Sanfelici Simona Year: 2023 Full list of publications Research projects The effects of climate change in the evaluation of financial instruments Manager: Allaj Erindi Sponsor: Ministero dell'università e della ricerca Start date: 28/09/2023 End date: 28/02/2026 Load more projects Loading…
Public Engagement Initiatives MATLAB in ambito aziendale, università e policy research (VI edizione) Seminario Online rivolto a studenti, comunità scientifica e industriale Date: 18/11/2025 MATLAB in ambito aziendale, università e policy research (V edizione) Seminario Online rivolto a studenti, comunità scientifica e industriale Date: 08/11/2024 Load more initiatives Loading…
